BZAI · Expected Move

Blaize Holdings, Inc. Common Stock

The expected move for BZAI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

BZAI straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current BZAI Expected Move
30-Day Straddle
$0.30
7-Day Straddle
$0.30
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to BZAI's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
BZAI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.30 $0.30 — —
20261023 $0.30 $0.30 — —
20261022 $0.33 $0.33 — —
20261021 $0.25 $0.25 — —
20261020 $0.25 $0.25 — —
20261019 $1.53 $1.53 — —
20261016 $1.35 $1.73 — —
20261015 $0.28 $0.28 — —
20261014 $0.28 $0.28 — —
20261013 $0.35 $0.78 — —
20261012 $0.35 $0.45 — —
20261009 $0.45 $0.62 — —
20261008 $10.25 $0.80 — —
20261007 $0.30 $0.25 — —
20261006 $0.28 $0.23 — —
20261005 $0.23 $0.53 167.3% 70%
20261002 $0.08 $0.08 181.6% 84%
20261001 $0.10 $0.10 180.2% 83%
20260930 $0.12 $0.12 176.5% 79%
20260929 $0.15 $0.15 185.9% 88%
20260928 $0.15 $0.15 169.8% 73%
20260925 $1.40 $1.40 158.5% 62%
20260924 $0.17 $0.17 171.1% 74%
20260923 $0.15 $0.15 131.9% 37%
20260922 $0.17 $0.17 157.6% 61%
20260921 $0.20 $0.20 179.6% 82%
20260918 $0.25 $0.75 198.7% 100%
20260917 $0.20 $0.12 — —
20260916 $0.20 $0.60 173.8% 82%
20260915 $0.23 $0.08 185.2% 93%
20260914 $0.25 $0.12 191.9% 100%
20260911 $0.20 $0.12 153.4% 65%
20260910 $0.20 $0.08 163.0% 76%
20260909 $0.20 $0.12 168.1% 81%
20260908 $0.20 $1.38 181.7% 95%
20260904 $0.20 $0.55 152.9% 65%
20260903 $0.20 $0.12 158.2% 70%
20260902 $0.12 $0.12 171.5% 85%
20260901 $0.22 $0.22 148.0% 59%
20260831 $0.57 $0.57 144.5% 56%
20260828 $0.45 $0.45 132.8% 43%
20260827 $0.12 $0.12 143.9% 55%
20260826 $0.12 $0.12 161.4% 74%
20260825 $0.17 $0.17 167.4% 80%
20260824 $0.92 $0.92 185.9% 100%
20260821 $0.20 $0.33 185.5% 100%
20260820 $0.17 $0.05 158.1% 73%
20260819 $0.17 $0.08 152.4% 66%
20260818 $0.17 $0.12 137.2% 50%
20260817 $0.17 $0.08 144.7% 58%
20260814 $0.20 $0.12 92.3% 0%
20260813 $0.35 $0.30 155.3% 65%
20260812 $0.45 $0.57 159.7% 71%
20260811 $0.35 $0.20 129.7% 34%
20260810 $0.35 $0.28 137.1% 43%
20260806 $0.40 $0.43 182.9% 99%
20260805 $0.35 $0.35 150.6% 60%
20260804 $0.25 $0.25 167.1% 80%
20260803 $0.35 $0.35 — —
20260731 $0.33 $0.33 — —

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.